作者: Alvaro Munoz , Vincent Carey , Jan P. Schouten , Mark Segal , Bernard Rosner
DOI: 10.2307/2532340
关键词: Regression analysis 、 Moving average 、 Random effects model 、 Mathematics 、 Parametric family 、 Applied mathematics 、 Multivariate normal distribution 、 Context (language use) 、 Estimation theory 、 Statistics 、 Autoregressive model
摘要: … of the correlation structure is desired in order to optimize the efficiency of the estimation … symmetry, first-order autoregressive, and first-order moving average processes are obtained…